Calculating the Distribution of a Linear Combination of Uniform Order Statistics

نویسندگان

  • Morganna C. Diniz
  • Edmundo de Souza e Silva
  • H. Richard Gail
چکیده

The calculation of the distribution of a linear combination of order statistics from random variables that are uniformly distributed is considered. A simple recursion to compute this distribution is presented that, unlike previous methods, is numerically stable and efficient. As such, this should be the algorithm of choice when the linear combination distribution needs to be obtained. (Reliability: Availability; Probability: Stochastic Model Applications; Probability: Markov Processes; Probability: Distributions; Statistics; Order Statistics; Performability )

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عنوان ژورنال:
  • INFORMS Journal on Computing

دوره 14  شماره 

صفحات  -

تاریخ انتشار 2002